-7.8%
IEF vs FTI
+886.2%
-894.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.1% |
| 7D | -2.0% | +4.3% | -6.3% | -1.9% |
| 30D | +0.7% | -4.7% | +5.4% | +0.6% |
| 3M | -2.5% | -13.5% | +11.0% | -2.8% |
| 6M | -2.6% | -8.7% | +6.2% | -2.7% |
| YTD | -3.2% | +49.0% | -52.2% | -2.3% |
| 1Y | -3.0% | +54.0% | -57.1% | -2.0% |
| 3Y | +10.5% | +211.6% | -201.1% | +13.7% |
| All | -7.8% | +886.2% | -894.0% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling